Cross-national comparisons of the prevalence of depression in general populations are hampered by the absence of comparable data. Using information on the frequency and severity of depressive symptoms from the third wave of the European Social Survey (ESS-3), we are able to fill this gap. In the ESS-3, depression is measured with an 8-item version of the Center for Epidemiological Studies-Depression (CES-D 8) scale. Using multi-group confirmatory factor analysis, we assess configural, metric, and scalar measurement invariance of the CES-D 8. Next, best fitting factor models are used for latent mean comparisons of women and men in the 25 participating European countries. The present study is the first to present highly comparable data on the prevalence of depression in women and men in Europe. Results show that, after eliminating measurement bias, the gender difference in depression stays significant and regional clustering can be noted. (c) 2010 Elsevier Inc. All rights reserved.